FIX 4.0 Session Layer

Imported from previous forum

[ original email was from Paolo Aloe - ]
It is true that the specs don’t state explicitly how to reset sequence numbers but I don’t think it is a big deal because of a paragraph at the bottom of page 6 under the heading SESSION PROTOCOL:

"A FIX session is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. A single FIX session can exist across multiple physical connections; parties can connect and disconnect multiple times while maintaining a single FIX session. Connecting parties must bi-laterally agree as to when sessions are to be started/stopped based upon individual system and time zone requirements.
It is recommended that a new FIX session be established once within each 24 hour period."

My interpretation is that FIX implementations should be configurable on a per session basis with a start time and a stop time. Between start time and stop time sequence numbers are not reset and after stop time they are.
So, assuming that Logout messages are exchanged at stop time, I agree with your conclusions but, as I mentioned above, I don’t think that the specs need to be changed.

[ original email was from Jeremy Fitzhardinge - ]
> So, assuming that Logout messages are exchanged at stop time, I agree with your conclusions but, as I mentioned above, I don’t think that the specs need to be changed.

Except perhaps to include the agreed termination time in the initial logon message, rather than having to rely on mechanisms outside the protocol to manage it.

Jeremy Fitzhardinge

[ original email was from Anonymous - ]
> So, assuming that Logout messages are exchanged at stop time, I agree with your conclusions but, as I mentioned above, I don’t think that the specs need to be changed.

Except perhaps to include the agreed termination time in the initial logon message, rather than having to rely on mechanisms outside the protocol to manage it.

Jeremy Fitzhardinge